+3,796.1%
HDB vs CGNX
+1,031.4%
+2,764.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.1% | +2.8% | +5.7% |
| 7D | +0.7% | +3.2% | -2.5% | -0.1% |
| 30D | +1.0% | +6.0% | -5.0% | -0.9% |
| 3M | -2.0% | +3.5% | -5.5% | -3.9% |
| 6M | -18.1% | +26.3% | -44.4% | -24.3% |
| YTD | -36.1% | +79.2% | -115.4% | -47.9% |
| 1Y | -34.0% | +43.8% | -77.8% | -43.4% |
| 3Y | -26.7% | +52.0% | -78.6% | -41.4% |
| 5Y | -33.9% | -24.0% | -9.8% | -37.0% |
| 10Y | +41.4% | +189.1% | -147.7% | -20.8% |
| All | +3,796.1% | +1,031.4% | +2,764.8% | +796.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling